The only difference is the administration of the instance (their activeness, beliefs and how they choose to moderate), what instances they federated or defederated with (like hexbear and lemmygrad), and what features they've chosen to implement or not (like downvotes). For casual use, it probably doesn't make a difference.
I'm just now realizing my primary account is here on .ee as well. I have one with lemmy.one and midwest.social but I'll probably make a new one somewhere else like dbzero unless they're still federated with hexbear since .one doesn't use downvotes and I have constant connection issues with midwest.social.